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F
0
(x)
ξ
ξ n
x
1
< x
2
< ... < x
n
F
∗
(x)
ω
2
=
+∞
Z
−∞
F
∗
(x) − F (x)
2
dF (x) =
1
12n
2
+
1
n
n
X
i=1
h
F (x
i
) −
2i − 1
2n
i
2
.
ω
2
nω
2
n → ∞
n > 40 nω
2
q = P (nω
2
> z
q
)
q = P (nω
2
> z
q
)
0, 5 0, 4 0, 3 0, 2 0, 1 0, 05 0, 03 0, 02 0, 01 0, 001
z
q
0, 1184 0, 1467 0, 1843 0, 2412 0, 3473 0, 4614 0, 5489 0, 6198 0, 7435 1, 1679
q 1 −q
z
q
n > 40 nω
2
> z
q
nω
2
< z
q
ω
2
ω
2
nω
2